Actually, Jenner would be classified as gay.
A woman who likes a woman, if you go by gender IDENTITY.
If you go by gender ASSIGNMENT, it's a man who likes a man.
Jenner said himself he does not consider himself/herself as gay. He's always been with women and attracted to women. The confusion then is how can you consider yourself a woman, be attracted to women, but not consider yourself gay?
I had to try and explain this to my son after he saw the magazines in the grocery store. He just stared at me looking confused as hell and I'm pretty sure he thought I was mentally ill.
Gay is interchangeable. There's nothing binding it to one gender exclusively, because gay is both a noun and an adjective, where as lesbian is only a noun.